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Keywords: Big three
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Journal Articles
Journal:
The Journal of Risk Finance
Journal of Risk Finance (2018) 19 (5): 478–512.
Published: 17 August 2018
... ratings issued by the Big 3 ratings agencies. Forecasting Credit ratings Big three CDS spread Sovereign credit risk Figure 2. Three-year CDS spreads during the testing period We would like to note certain observations regarding the data. There is no data available on Ireland’s CDS...
